Request: Converter .csv => .bar

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Request: Converter .csv => .bar #397372 03/18/12 14:50 03/18/12 14:50
Joined: Mar 2012 Posts: 6 C chrisr OP Newbie
chrisr OP Newbie C Joined: Mar 2012 Posts: 6	Hi, could someone please provide a tool/script in order to convert CSV tick or 1 minute data (date, time, open, high, low, close, volume) into Zorro .bar format? Thanks and cheers Chris

Re: Request: Converter .csv => .bar [Re: chrisr] #397458 03/19/12 13:44 03/19/12 13:44
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	The .bar files are a list of ticks in the following format: Code: typedef struct TICK { float fOpen, fClose; float fHigh, fLow; DATE time; // time of the tick in GMT time zone } TICK; The file length in bytes is 24 times the number of ticks. The time period of the tick does not matter, as this is automatically detected by Zorro. But the tick period must not exceed the bar period times the oversampling factor, so we recommend 1-minute ticks.

Re: Request: Converter .csv => .bar [Re: jcl] #402308 06/02/12 13:00 06/02/12 13:00
Joined: Feb 2012 Posts: 37 S stevegee58 Newbie
stevegee58 Newbie S Joined: Feb 2012 Posts: 37	I've written a simple windows console app to convert forexite M1 data to the .bar format. I've found where the .bar files are stored (History directory) but I'm having trouble seeing my data. Do the files have to be separated by year? I noticed the files are named EURUSD_2007.bar, etc. Can I have 1 large file containing all years? For example I have a GBPUSD.bar file that contains data from 2001 up to now. Can I use this or does it have to be broken down by year? Another question: there's a file in the History directory named AssetsFix.dta. Is this file important? I think it must contain the data about what assets are stored in the History directory. If so, I would like to know the file's format so I can generate my own. I have .bar files I've generated for the forex pairs AUDJPY,AUDUSD,CHFJPY,EURCAD,EURCHF,EURGBP,EURJPY,EURUSD,GBPCHF,GBPJPY,GBPUSD,NZDJPY,NZDUSD,USDCAD,USDCHF,USDJPY,XAGUSD,XAUUSD and would like to add them.

Re: Request: Converter .csv => .bar [Re: stevegee58] #402410 06/04/12 15:27 06/04/12 15:27
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	Yes, the .bar files must be separated by year. They can be shorter, but not longer than a year. The assetsFix.dta file contains a list of all subscribed assets. It is normally automatically generated when logging in to a broker, and stored in assets.dta. The file is just a list of ASSET structs that are defined in trading.h. Only the first part of the struct, up to sName, is contained in the list.

Re: Request: Converter .csv => .bar [Re: jcl] #402431 06/04/12 23:54 06/04/12 23:54
Joined: Feb 2012 Posts: 37 S stevegee58 Newbie
stevegee58 Newbie S Joined: Feb 2012 Posts: 37	OK thanks. I'm not going to be using the broker interface in its current form. The thing that zorro does do for me is basket backtesting, something metatrader can't do.

Re: Request: Converter .csv => .bar [Re: stevegee58] #402491 06/06/12 11:12 06/06/12 11:12
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	The next version will support a complete broker interface: http://zorro-trader.com/en/brokerplugin.htm

Re: Request: Converter .csv => .bar [Re: jcl] #406036 08/13/12 00:15 08/13/12 00:15
Joined: Feb 2012 Posts: 37 S stevegee58 Newbie
stevegee58 Newbie S Joined: Feb 2012 Posts: 37	I'm very excited about the broker interface. Also, where does your .bar data come from? I've been getting M1 data from forextester.com which is just packaged together from forexite.

Re: Request: Converter .csv => .bar [Re: stevegee58] #406051 08/13/12 08:29 08/13/12 08:29
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	The .bar data is from FXCM.

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